RollingPeakToPeak¶

Running peak to peak (max - min) over a window.

Parameters¶

• window_size

  Type → int

  Size of the rolling window.

Attributes¶

• max (stats.RollingMax)

  The running rolling max.

• min (stats.RollingMin)

  The running rolling min.

Examples¶

from river import stats

X = [1, -4, 3, -2, 2, 1]
ptp = stats.RollingPeakToPeak(window_size=2)
for x in X:
    ptp.update(x)
    print(ptp.get())

0
5
7
5
4
1

Methods¶